CME Canadian Dollar Future June 2012

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Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary Previous Current 27-Sep-2011 28-Sep-2011 Change Change % Previous Week Open 0.9700 0.9752 0.0052 0.5% 1.0043 High 0.9800 0.9752 -0.0048 -0.5% 1.0043 Low 0.9700 0.9630 -0.0070 -0.7% 0.9628 Close 0.9792 0.9682 -0.0110 -1.1% 0.9656 Range 0.0100 0.0122 0.0022 22.0% 0.0415 ATR 0.0081 0.0087 0.0006 7.2% 0.0000 Volume 67 76 9 13.4% 535
Daily Pivots for day following 28-Sep-2011 Classic Woodie Camarilla DeMark R4 1.0054 0.9990 0.9749 R3 0.9932 0.9868 0.9716 R2 0.9810 0.9810 0.9704 R1 0.9746 0.9746 0.9693 0.9717 PP 0.9688 0.9688 0.9688 0.9674 S1 0.9624 0.9624 0.9671 0.9595 S2 0.9566 0.9566 0.9660 S3 0.9444 0.9502 0.9648 S4 0.9322 0.9380 0.9615	Weekly Pivots for week ending 23-Sep-2011 Classic Woodie Camarilla DeMark R4 1.1021 1.0753 0.9884 R3 1.0606 1.0338 0.9770 R2 1.0191 1.0191 0.9732 R1 0.9923 0.9923 0.9694 0.9850 PP 0.9776 0.9776 0.9776 0.9739 S1 0.9508 0.9508 0.9618 0.9435 S2 0.9361 0.9361 0.9580 S3 0.8946 0.9093 0.9542 S4 0.8531 0.8678 0.9428
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 0.9800 0.9600 0.0200 2.1% 0.0100 1.0% 41% False False 133 10 1.0160 0.9600 0.0560 5.8% 0.0063 0.7% 15% False False 81 20 1.0195 0.9600 0.0595 6.1% 0.0039 0.4% 14% False False 58 40 1.0315 0.9600 0.0715 7.4% 0.0026 0.3% 11% False False 39
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.0008 Widest range in 5 trading days	Fibonacci Retracements and Extensions 4.250 1.0271 2.618 1.0071 1.618 0.9949 1.000 0.9874 0.618 0.9827 HIGH 0.9752 0.618 0.9705 0.500 0.9691 0.382 0.9677 LOW 0.9630 0.618 0.9555 1.000 0.9508 1.618 0.9433 2.618 0.9311 4.250 0.9112
Fisher Pivots for day following 28-Sep-2011 Pivot 1 day 3 day R1 0.9691 0.9700 PP 0.9688 0.9694 S1 0.9685 0.9688

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